library(mvtnorm)
vc <- matrix(c(1, 0.5, 0.2,
0.5, 1, -0.3,
0.2, -0.3, 1),
ncol=3, byrow=TRUE)
set.seed(449)
x <- rmvnorm(5,
mean = c(-0.2, 0, 0.3),
sigma = vc)
x [,1] [,2] [,3]
[1,] -0.42 1.01 -0.64
[2,] -0.83 -0.99 -0.37
[3,] -0.98 0.66 -0.13
[4,] -0.13 -0.25 0.57
[5,] -0.37 0.55 1.37